+342.0%
CNQ vs GLDM
+204.4%
+137.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +2.5% | -4.6% | +7.1% | +3.3% |
| 30D | -4.0% | -5.5% | +1.5% | -3.1% |
| 3M | +5.5% | -10.9% | +16.3% | +7.6% |
| 6M | +7.5% | -17.3% | +24.8% | +11.4% |
| YTD | +51.2% | -10.2% | +61.4% | +52.1% |
| 1Y | +57.3% | -6.9% | +64.2% | +56.5% |
| 3Y | +71.0% | +98.7% | -27.7% | +36.3% |
| 5Y | +206.1% | +106.7% | +99.4% | +139.7% |
| All | +342.0% | +204.4% | +137.6% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling